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In this paper, we study a class of slow-fast stochastic partial differential equations with multiplicative Wiener noise. Under some appropriate conditions, we prove the slow component converges to the solution of the corresponding averaged…
We find the weak rate of convergence of the spatially semidiscrete finite element approximation of the nonlinear stochastic heat equation. Both multiplicative and additive noise is considered under different assumptions. This extends an…
For any graph having a suitable uniform Poincare inequality and volume growth regularity, we establish two-sided Gaussian transition density estimates and parabolic Harnack inequality, for constant speed continuous time random walks…
We develop stochastic mixed finite element methods for spatially adaptive simulations of fluid-structure interactions when subject to thermal fluctuations. To account for thermal fluctuations, we introduce a discrete fluctuation-dissipation…
In this work we develop a Bayesian setting to infer unknown parameters in initial-boundary value problems related to linear parabolic partial differential equations. We realistically assume that the boundary data are noisy, for a given…
The usual random walk on a group (homogeneous both in time and in space) is determined by a probability measure on the group. In a random walk with random transition probabilities this single measure is replaced with a stationary sequence…
Modeling the chemical, electric, and thermal transport as well as phase transitions and the accompanying mesoscale microstructure evolution within a material in an electronic device setting involves the solution of partial differential…
In this paper, we prove a kinetic Nash type inequality and adapt it to a new functional inequality for functions in a kinetic Sobolev space with absorbing boundary conditions on the half-space. As an application, we address the boundary…
We consider the heat equation in a straight strip, subject to a combination of Dirichlet and Neumann boundary conditions. We show that a switch of the respective boundary conditions leads to an improvement of the decay rate of the heat…
We investigate the pathwise well-posedness of stochastic evolution equations perturbed by multiplicative Neumann boundary noise, such as fractional Brownian motion for $H\in(1/3,1/2]$. Combining the controlled rough path approach with the…
The model of Brownian Percolation has been introduced as an approximation of discrete last-passage percolation models close to the axis. It allowed to compute some explicit limits and prove fluctuation theorems for these, based on the…
Nonlinear stochastic differential equations generating signals with 1/f spectrum have been used so far to describe socio-economical systems. In this paper we consider the motion of a Brownian particle in an inhomogeneous environment such…
We study a stochastic version of the one-dimensional discrete nonlinear Schr{\"o}dinger equation (DNSE), which is derived from first principles, and thus possesses all the properties required by statistical mechanics, such as detailed…
In this article, we establish a probabilistic representation for the second-order moment of the solution of stochastic heat equation in $[0,1] \times \bR^d$, with multiplicative noise, which is fractional in time and colored in space. This…
In this paper we develop a stochastic integration theory for processes with values in a quasi-Banach space. The integrator is a cylindrical Brownian motion. The main results give sufficient conditions for stochastic integrability. They are…
In this paper, we give two new characterizations of the bounded lower oscillation(BLO) space by using the Gaussian heat semigroup. By the new characterizations, we prove the regularity property of the solutions to the heat equation with BLO…
In this thesis, we develop analytical methods to study out-of-equilibrium stochastic processes driven by colored noise, i.e., noise with temporal correlations. These non-Markovian processes pose significant analytical challenges compared to…
We consider a general McKean-Vlasov stochastic differential equation driven by a rotationally invariant $\alpha$-stable process on $\mathbb{R}^d$ with $\alpha \in (1,2)$. We assume that the diffusion coefficient is the identity matrix and…
A microscopic heterogeneous system under random influence is considered. The randomness enters the system at physical boundary of small scale obstacles as well as at the interior of the physical medium. This system is modeled by a…
We investigate the steady state heat current in two and three dimensional disordered harmonic crystals in a slab geometry, connected at the boundaries to stochastic white noise heat baths at different temperatures.The disorder causes short…